Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2007, Issue 5, Pages 69–78(Mi vtpmk413)
MODELING UNCERTAINTY
On the existence of stochastic processes that satisfy additional conditions on the correlation function. The case of extremal values of the coefficients
Abstract:
Three sets of stationary in the wide sence continuous stochastic process with zero average of distribution are found. The kinetic equation with a second derivative with respect to time in left hand side for these sets results from a corresponding equation with first derivative (Pavul’s equation) by differentiation on a time.
Keywords:continuous stochastic process, the kinetic equation, Pavul’s equation.